+6,258.3%
EFX vs EVRG
+2,087.5%
+4,170.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.4% |
| 7D | -7.8% | +0.9% | -8.7% | -8.1% |
| 30D | -5.7% | -0.5% | -5.2% | -5.6% |
| 3M | +2.5% | +1.5% | +1.0% | +2.0% |
| 6M | -16.7% | +1.2% | -17.8% | -17.1% |
| YTD | -20.2% | +16.3% | -36.5% | -24.9% |
| 1Y | -31.4% | +20.3% | -51.6% | -36.2% |
| 3Y | -10.5% | +72.3% | -82.8% | -27.5% |
| 5Y | -35.2% | +46.7% | -81.9% | -44.6% |
| 10Y | +40.2% | +113.8% | -73.6% | +2.3% |
| All | +6,258.3% | +2,087.5% | +4,170.8% | +2,029.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling